Sökning: "asymptotic theory"

Visar resultat 16 - 20 av 230 avhandlingar innehållade orden asymptotic theory.

  1. 16. Theoretical investigation of screening phenomena in electrolyte solutions

    Författare :Johan Ulander; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; screening; integral equation theories; decay lenght; asymptotic; correlation functions; HNC; pair distribution functions; hyper netted chain; correlation functions; effective charges; electrolytes; primitive model; charge assymetry; dressed ion theory; charge assymetry;

    Sammanfattning : .... LÄS MER

  3. 17. Perturbed discrete time stochastic models

    Författare :Mikael Petersson; Dmitrii Silvestrov; Ola Hössjer; Nikolaos Limnios; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Renewal equation; Perturbation; Asymptotic expansion; Regenerative process; Risk process; Semi-Markov process; Markov chain; Quasi-stationary distribution; Ruin probability; First hitting time; Solidarity property; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, nonlinearly perturbed stochastic models in discrete time are considered. We give algorithms for construction of asymptotic expansions with respect to the perturbation parameter for various quantities of interest. LÄS MER

  4. 18. Statistical Inference of Tangency Portfolio in Small and Large Dimension

    Författare :Stanislas Muhinyuza; Taras Bodnar; Dietrich von Rosen; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tangency portfolio; Mean-variance portfolio; High-dimensional asymptotics; Test theory; Mathematical Statistics; matematisk statistik;

    Sammanfattning : This thesis considers statistical test theory in portfolio theory. It analyses the asymptotic behavior of the considered tests in the high-dimensional setting, meaning k/n → c ∈ (0, ∞) as n → ∞, where k and n are portfolio size and sample size, respectively. LÄS MER

  5. 19. Nonparametric Statistical Inference for Entropy-type Functionals

    Författare :David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

    Sammanfattning : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. LÄS MER

  7. 20. Free convolutions and the Pearcey process in random matrix theory

    Författare :Philippe Moreillon; Kevin Schnelli; Benoit Collins; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

    Sammanfattning : The dissertation is in Random Matrix Theory, a field at the interface of probability theory, mathematical physics and operator algebras. First, we examine elementary questions that arise in Voiculescu’s Free Probability Theory of non-commutative random variables. LÄS MER